Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51707.22 Kr¶

Max Equity ever reached: ------------> 51715.48 Kr¶

Portfolio value: --------------------------> 48500.95 Kr¶

PnL: ---------------------------------------> -579.22 Kr¶

DD now: ---------------------------------> -0.016 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:22:24.393022'

Anic Portfolio¶

Today¶

Return: 8.795 %¶

This Week¶

Return: 8.795 %¶

Total¶

Return: 69.276 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.100000 780.800000 107.800000 16.020000 673.000000
Nordea Bank Abp 29 0.840000 3544.380000 90.380000 2.620000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.070000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
Resurs Holding 22 -0.360000 607.860000 33.860000 5.900000 573.999998
Swedbank A 3 0.740000 593.700000 29.700000 5.270000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
AcadeMedia 12 0.990000 585.120000 28.120000 5.050000 557.000004
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.730000 544.000000 17.000000 3.230000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -1.470000 579.360000 9.360000 1.640000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Corem Property Group B 59 -5.870000 577.610000 0.610000 0.110000 576.999999
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -2.010000 1636.800000 -17.200000 -1.040000 1653.999996
Sampo Oyj SDB 7 1.200000 3825.500000 -24.500000 -0.640000 3850.000000
CTEK 13 -0.460000 507.260000 -26.740000 -5.010000 533.999999
Essity B 2 1.870000 544.400000 -29.600000 -5.160000 574.000000
International Petroleum Corp. 5 -2.790000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 3.930000 3002.400000 -80.400000 -2.610000 3082.800006
OX2 22 1.060000 1785.300000 -202.900000 -10.210000 1988.199994
Axfood 15 1.870000 4075.500000 -223.300000 -5.190000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48500.950000 -579.220000 -0.01597% 49080.164634

Updated:¶

'2023-01-30 15:22:36.992241'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶